+43.3%
IR vs OWL
-3.7%
+47.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.1% |
| 7D | +0.6% | -3.9% | +4.6% | +2.0% |
| 30D | -13.6% | -3.7% | -10.0% | -12.8% |
| 3M | +3.7% | +21.4% | -17.7% | -3.9% |
| 6M | -13.1% | +18.3% | -31.4% | -19.7% |
| YTD | -5.1% | -20.1% | +15.0% | +0.8% |
| 1Y | -6.5% | -32.8% | +26.3% | +5.3% |
| 3Y | +8.5% | +8.6% | -0.1% | -1.9% |
| 5Y | +43.3% | -4.5% | +47.8% | +23.1% |
| All | +43.3% | -3.7% | +47.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling